-33.4%
CPRT vs GPC
+0.6%
-34.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | +8.2% | +1.3% | +6.9% | +7.8% |
| 3M | +2.3% | +37.1% | -34.8% | -4.6% |
| 6M | -14.7% | +23.2% | -37.9% | -19.3% |
| YTD | -18.2% | +13.1% | -31.3% | -23.4% |
| 1Y | -33.4% | +0.9% | -34.2% | -35.8% |
| All | -33.4% | +0.6% | -34.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling